本文分析了机器学习中使用的流行损失函数,称为log-cosh损失函数。已经使用此损失函数发表了许多论文,但迄今为止,文献中尚未介绍统计分析。在本文中,我们介绍了对日志cosh损失的分布函数。我们将其与类似的分布进行比较,称为Cauchy分布,并执行了特征其性质的各种统计程序。特别是,我们检查了其相关的PDF,CDF,似然函数和Fisher信息。并排考虑具有渐近偏置,渐近方差和置信区间的位置参数的MLE的cauchy和COSH分布。我们还提供了来自其他几个损失函数的强大估计器的比较,包括Huber损失函数和等级分散函数。此外,我们检查了对数字-COSH函数在分位数回归中的使用。特别是,我们确定了一个分位数分布函数,可以从中得出最大似然估计量。最后,我们将基于log-cosh的分位数m静态器与稳健的单调性与基于卷积平滑的另一种分位回归方法进行比较。
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本文提出了一种解决估计条件和结构分体函数估计缺乏单调性的长期问题的新方法,也称为定量交叉问题。分位数回归是一般和经济学中的数据科学中的一个非常强大的工具。不幸的是,横穿问题一直混淆研究人员和从业者,以40多年了。已经进行了许多尝试来查找可接受的解决方案,但未发现任何简单和一般的解决方案。本文介绍了基于单个数学方程式的问题的优雅解决方案,该方程易于理解和实现在R和Python中,同时大大减少了交叉问题。在定期回归经常使用的所有领域,也可能在强大的回归中找到应用程序,尤其是在机器学习的背景下,这将是非常重要的。
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我们考虑从$ d $ d $二维log-concave分发进行抽样的问题。我们的主要结果是Dikin Walk Markov链的“软阈值”变体,最多需要$ o(((md + d l^2 r^2)\ times md^{\ omega-1})\ log( \ frac {w} {\ delta}))$算术操作以从$ \ pi $中采样错误$ \ delta> 0 $在与$ w $ -warm启动的总变化距离中,其中$ l $是lipschitz - $ f $,$ k $包含在半径$ r $的球中,包含一个较小半径$ r $的球,而$ \ omega $是矩阵 - multiplication常数。当没有温暖的开始时,这意味着改进了$ \ tilde {o}(d^{3.5- \ omega})$ arithmetic操作,以前从$ \ pi $采样中,在总变化错误$ \ delta $中采样,这是通过获得的在$ k $中,$ m = o(d)$不等式和$ lr = o(\ sqrt {d})$。我们的算法在此环境中最佳以前的界限上提高了$ d^2 $算术操作,这是针对其他vers获得的Dikin Walk算法的离子。将我们的Dikin Walk Markov链插入Mangoubi和Vishnoi(2021)的后处理算法,我们在运行时间的依赖性方面取得了进一步的改进当$ k $是多层人士时。
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随着连接和自动化车辆(CAV)技术的出现,越来越需要在使用这种技术的同时评估驾驶员行为。在第一研究中,在驾驶模拟器环境中引入了使用CAV技术的行人碰撞警告(PCW)系统,以评估驾驶员制动行为,在jaywalking行人的存在下。招募了来自各种各样的社会经济背景的93名参与者,为这项研究招募了该研究的,为此开设了哈尔的摩市中心的虚拟网络。眼睛跟踪装置还用于观察分心和头部运动。对数逻辑加速故障时间(AFT)分配模型用于该分析,计算减速时间;从行人变得可见的那一刻到达到最小速度的点,让行人通过。 PCW系统的存在显着影响减速时间和减速率,因为它增加了前者并减少了后者,这证明了该系统在提供有效驾驶机动方面的有效性,通过大大降低速度。进行了混蛋分析,以分析制动和加速的突然性。凝视分析表明,该系统能够吸引司机的注意力,因为大多数司机都注意到了显示的警告。驾驶员与路线和连接的车辆的熟悉程度降低了减速时间;由于雄性往往具有更长的减速时间,性别也会产生重大影响,即更多的时间来舒适地刹车并允许行人通过。
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基于机器学习(ML)的智能仪表数据分析对于先进的计量基础设施(AMI)中的能源管理和需求 - 响应应用非常有前途。开发AMI的分布式ML应用程序中的一个关键挑战是保留用户隐私,同时允许有效的最终用户参与。本文解决了这一挑战,并为AMI中的ML应用程序提出了隐私保留的联合学习框架。我们将每个智能仪表视为托管使用中央聚合器或数据集中器的信息的ML应用程序的联邦边缘设备。而不是传输智能仪表感测的原始数据,ML模型权重被传送到聚合器以保护隐私。聚合器处理这些参数以设计可以在每个边缘设备处替换的鲁棒ML模型。我们还讨论了在共享ML模型参数的同时提高隐私和提高通信效率的策略,适用于AMI中的网络连接相对较慢。我们展示了在联合案例联盟ML(FML)应用程序上的提议框架,其提高了短期负荷预测(STLF)。我们使用长期内存(LSTM)经常性神经网络(RNN)模型进行STLF。在我们的体系结构中,我们假设有一个聚合器连接到一组智能电表。聚合器使用从联合智能仪表接收的学习模型渐变,以生成聚合,鲁棒RNN模型,其提高了个人和聚合STLF的预测精度。我们的结果表明,通过FML,预测精度增加,同时保留最终用户的数据隐私。
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股票市场的不可预测性和波动性使得使用任何广义计划赚取可观的利润具有挑战性。许多先前的研究尝试了不同的技术来建立机器学习模型,这可以通过进行实时交易来在美国股票市场赚取可观的利润。但是,很少有研究重点是在特定交易期找到最佳功能的重要性。我们的顶级方法使用该性能将功能从总共148缩小到大约30。此外,在每次训练我们的机器学习模型之前,都会动态选择前25个功能。它与四个分类器一起使用合奏学习:高斯天真贝叶斯,决策树,带L1正则化的逻辑回归和随机梯度下降,以决定是长时间还是短的特定股票。我们的最佳模型在2011年7月至2019年1月之间进行的每日交易,可获得54.35%的利润。最后,我们的工作表明,加权分类器的混合物的表现要比任何在股票市场做出交易决策的个人预测指标更好。
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Designing experiments often requires balancing between learning about the true treatment effects and earning from allocating more samples to the superior treatment. While optimal algorithms for the Multi-Armed Bandit Problem (MABP) provide allocation policies that optimally balance learning and earning, they tend to be computationally expensive. The Gittins Index (GI) is a solution to the MABP that can simultaneously attain optimality and computationally efficiency goals, and it has been recently used in experiments with Bernoulli and Gaussian rewards. For the first time, we present a modification of the GI rule that can be used in experiments with exponentially-distributed rewards. We report its performance in simulated 2- armed and 3-armed experiments. Compared to traditional non-adaptive designs, our novel GI modified design shows operating characteristics comparable in learning (e.g. statistical power) but substantially better in earning (e.g. direct benefits). This illustrates the potential that designs using a GI approach to allocate participants have to improve participant benefits, increase efficiencies, and reduce experimental costs in adaptive multi-armed experiments with exponential rewards.
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Kernels are efficient in representing nonlocal dependence and they are widely used to design operators between function spaces. Thus, learning kernels in operators from data is an inverse problem of general interest. Due to the nonlocal dependence, the inverse problem can be severely ill-posed with a data-dependent singular inversion operator. The Bayesian approach overcomes the ill-posedness through a non-degenerate prior. However, a fixed non-degenerate prior leads to a divergent posterior mean when the observation noise becomes small, if the data induces a perturbation in the eigenspace of zero eigenvalues of the inversion operator. We introduce a data-adaptive prior to achieve a stable posterior whose mean always has a small noise limit. The data-adaptive prior's covariance is the inversion operator with a hyper-parameter selected adaptive to data by the L-curve method. Furthermore, we provide a detailed analysis on the computational practice of the data-adaptive prior, and demonstrate it on Toeplitz matrices and integral operators. Numerical tests show that a fixed prior can lead to a divergent posterior mean in the presence of any of the four types of errors: discretization error, model error, partial observation and wrong noise assumption. In contrast, the data-adaptive prior always attains posterior means with small noise limits.
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In addition to its public health crisis, COVID-19 pandemic has led to the shutdown and closure of workplaces with an estimated total cost of more than $16 trillion. Given the long hours an average person spends in buildings and indoor environments, this research article proposes data-driven control strategies to design optimal indoor airflow to minimize the exposure of occupants to viral pathogens in built environments. A general control framework is put forward for designing an optimal velocity field and proximal policy optimization, a reinforcement learning algorithm is employed to solve the control problem in a data-driven fashion. The same framework is used for optimal placement of disinfectants to neutralize the viral pathogens as an alternative to the airflow design when the latter is practically infeasible or hard to implement. We show, via simulation experiments, that the control agent learns the optimal policy in both scenarios within a reasonable time. The proposed data-driven control framework in this study will have significant societal and economic benefits by setting the foundation for an improved methodology in designing case-specific infection control guidelines that can be realized by affordable ventilation devices and disinfectants.
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In the Earth's magnetosphere, there are fewer than a dozen dedicated probes beyond low-Earth orbit making in-situ observations at any given time. As a result, we poorly understand its global structure and evolution, the mechanisms of its main activity processes, magnetic storms, and substorms. New Artificial Intelligence (AI) methods, including machine learning, data mining, and data assimilation, as well as new AI-enabled missions will need to be developed to meet this Sparse Data challenge.
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